Collection of stats, modeling, and data science tools in Python and R.

Undergraduate textbook for Econometrics with R

Econ5170@CUHK: Computational Methods in Economics (2020 Spring).

Articles/ Journals and Videos related to Economics:chart_with_upwards_trend: and Data Science :bar_chart:

Nonlinear Nonparametric Statistics

Market Analysis Course with Interactive RTutor Problemsets, Videos and Quizzes

Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"

Machine Learning for Econometrics -- ENSAE Paris

Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2022) Taught by Ed Rubin

Causal-inference oriented doctoral econometrics course at UO

Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2022. Taught by Ed Rubin.

Introduction to R for Economists

Software used in teaching time series financial econometrics

Материалы по курсам Эконометрика, Эконометрика-2, Анализ панельных данных в МГИМО МИД России (Весна 2023)

The software includes a dynamic bayesian network with genetic feature space selection, includes 5 econometric data.frames with 263 time series.

This is the website repository for the Stata packages lassopack & pdslasso. Please visit:

A general introduction to statistics for use in data science.

Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2025). Taught by Ed Rubin and Andrew Dickinson.

Replicate MRW in R